+227.8%
STRL vs EXPD
+72.7%
+155.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -4.5% | -9.4% | -11.7% |
| 7D | -34.6% | -4.8% | -29.8% | -32.5% |
| 30D | -56.7% | -1.5% | -55.1% | -55.9% |
| 3M | -54.4% | +4.1% | -58.5% | -54.8% |
| 6M | -69.7% | +24.0% | -93.7% | -72.6% |
| YTD | -20.2% | +27.4% | -47.6% | -29.9% |
| 1Y | -40.6% | +38.4% | -78.9% | -49.1% |
| All | +227.8% | +72.7% | +155.1% | +118.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling